Heart worm medications

Yes and no...I live in GA.

Heart guard *plus does protect against all worms. Heartguard does not. They are two different things. Ivermectin can kill whip if given at a high enough dosage but whip is super hard to kill if you get it. Usually it takes three days of something like fenbendazole to kill them. The actual dose for HW protection is very small in comparison to what it takes to kill other worms.
My experience with ivermectin is this. It does not prevent a hw infection. Rather it kills the filaria when they are introduced into the body by a mosquito bite. The ivermectin does not last 30 days, but giving it once a month insures that you kill the filaria in the body every 30 days if introduced.
Ivermectin works on hw filaria up to six months old and kills them. If you have a hw positive dog it can be used to treat the dog by killing the filaria and letting the worms die a "natural" death due to old age. By killing the filaria you prevent new worms from taking their place. If you have a severely infected dog this may be the only means to prevent an embolism from a heavy kill off load. UGA (university of georgia) has actually talked about this alternative means for hw treatment. Which is much-much safer (imho) and cheaper (great for rescues or those who cannot afford it) but it takes years to reach a hw negative dog.
I had a dog come into rescue who was so hw positve he had more filaria than red blood cells...the vet was skeptical that treatment was even possible. Another vet contacted UGA and the ivermectin in micro doses is what we went with. His last hw test showed only a very slight positve...no filaria in his blood, and he should test negative this spring. It has taken 3 years though...but he has done beautifully.

Heartguard. She gets that the same time as the frontline flea/tick treatment (we use the little sticker that comes with the three month supply). We've only had her a little over 4 months but we plan to do the year round thing. Is it a waste to do it in the winter months? I live in SE PA (near Allentown) so we get cold winters.

As for online vs vet medications, the medications we get from the vet are not all that expensive in the long run and I don't have to pay shipping, so I just get them from the vet when it's needed. Plus, if I'm getting the meds from the vet, I can be sure I'm getting the right thing and not accidentally getting the wrong dosage or the wrong meds.

You'll need to research stuff like this on your own and make your own choice. No one can tell you what is best.
I personally don't, but that's just me.

I use heartgard plus. It has worked great for me.